+128.2%
GOOG vs GFS
-2.1%
+130.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.5% | +3.2% | -5.7% | -3.2% |
| 30D | -3.6% | -9.6% | +5.9% | -1.7% |
| 3M | -6.4% | -38.5% | +32.1% | +2.9% |
| 6M | +7.8% | -1.3% | +9.1% | +3.5% |
| YTD | +5.5% | +31.8% | -26.3% | -7.3% |
| 1Y | +38.3% | +44.6% | -6.3% | +17.9% |
| 3Y | +143.1% | -20.6% | +163.7% | +134.4% |
| All | +128.2% | -2.1% | +130.3% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling